Date 
Speaker  Seminar  Title 
Wednesday, September 04, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Dominykas Norgilas UM 
Financial/Actuarial Mathematics 
Robust approach to pricing of American options 
Wednesday, September 18, 2019 Start: 4:00 PM
Location: 4096 East Hall * 
Shuoqing Deng UM 
Financial/Actuarial Mathematics 
Optimal consumption with reference to past spending maximum 
Friday, September 20, 2019 Start: 3:00 PM
Location: 4448 East Hall * 
Steve Kou Boston University 
Financial/Actuarial Mathematics 
A Theory of FinTech 
Wednesday, September 25, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Ioannis Karatzas Columbia University 
Financial/Actuarial Mathematics 
Van Eenam Lecture #2: Conservative Diffusion as Entropic Gradient Flow 
Thursday, September 26, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Ioannis Karatzas Columbia University 
Financial/Actuarial Mathematics 
Van Eenam Lecture #3: The HarrisonShepp Equation and some of Its Offspring 
Wednesday, October 02, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Justin Sirignano UIUC 
Financial/Actuarial Mathematics 
Deep Learning: Applications and Asymptotics 
Wednesday, October 09, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Dave Goldberg Cornell 
Financial/Actuarial Mathematics 
Beating the curse of dimensionality in options pricing and optimal stopping 
Wednesday, October 30, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Thomas Bernhardt UM 
Financial/Actuarial Mathematics 
Tontines with bequest 
Wednesday, November 13, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Bin Zou University of Connecticut 
Financial/Actuarial Mathematics 
Optimal Bookmaking 
Wednesday, November 20, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Nicolas Hernandez UM 
Financial/Actuarial Mathematics 
An adverse selection approach to power pricing 
Wednesday, December 11, 2019 Start: 4:00 PM
Location: 1360 East Hall 
Bahman Angoshtari University of Washington 
Financial/Actuarial Mathematics 
Optimal Consumption under Habit Formation Constraints 
Wednesday, January 08, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Ruoyu Wu UM 
Financial/Actuarial Mathematics 
Mean field interaction on random graphs with dynamically changing multicolor edges 
Wednesday, January 15, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Gabriel Khan UM 
Financial/Actuarial Mathematics 
The Regularity of PseudoArbitrages: PROBLEMS 
Wednesday, January 22, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Xiaoqing Liang Visiting Scholar at UM 
Financial/Actuarial Mathematics 
Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance 
Wednesday, January 29, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Daniel Lacker Columbia University 
Financial/Actuarial Mathematics 
Inverting the Markovian projection, with an application to local stochastic volatility models 
Wednesday, February 12, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Diogo Gomes KAUST 
Financial/Actuarial Mathematics 
A price formation meanfield game model. 
Wednesday, February 19, 2020 Start: 4:00 PM
Location: 4096 East Hall * 
Xin Zhang UM 
Financial/Actuarial Mathematics 
FiniteTime 4Expert Prediction Problem 
Wednesday, February 26, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Leo Neufcourt MSU 
Financial/Actuarial Mathematics 
Continuous expansion of a filtration with a stochastic process: the information drift. 
Wednesday, March 11, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Wenpin Tang UCLA 
Financial/Actuarial Mathematics 
Rankdependent diffusions and PDEs 
Wednesday, April 01, 2020 Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall * 
Asaf Cohen UM 
Financial/Actuarial Mathematics 
On singular control problems, the timestretching method, and the weakM1 topology 
Wednesday, April 08, 2020 Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall * 
Alexandros Saplaouras UM 
Financial/Actuarial Mathematics 
Stability of (F)BSDEs under MÃ©min's framework 
Wednesday, April 15, 2020 Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall * 
Gaoyue Guo UM 
Financial/Actuarial Mathematics 
TBA 
Wednesday, April 22, 2020 Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall * 
Suman Chakraborty UM 
Financial/Actuarial Mathematics 
Bootstrap Percolation: Exposition and Some Applications 
Wednesday, October 21, 2020 Start: 4:00 PM
Location: 1360 East Hall 
Huyen Pham Universite Paris Diderot 
Financial/Actuarial Mathematics 
Van Eenam Lecture II 
Thursday, October 22, 2020

Huyen Pham Universite Paris Diderot 
Financial/Actuarial Mathematics 
Van Eenam Lecture III 